Description
UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 41957 | UnderlyingStreamCalculationPeriodDatesXID | N | ||
| 41958 | UnderlyingStreamCalculationPeriodDatesXIDRef | N | ||
| 40556 | UnderlyingStreamCalculationPeriodBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. |
|
| Component Block - <UnderlyingStreamCalculationPeriodBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. |
||
| Component Block - <UnderlyingStreamCalculationPeriodDateGrp> | N | |||
| 40558 | UnderlyingStreamFirstPeriodStartDateUnadjusted | N | ||
| 40559 | UnderlyingStreamFirstPeriodStartDateBusinessDayConvention | N |
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. |
|
| Component Block - <UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp> | N |
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. |
||
| 40561 | UnderlyingStreamFirstPeriodStartDateAdjusted | N | ||
| 40562 | UnderlyingStreamFirstRegularPeriodStartDateUnadjusted | N | ||
| 40563 | UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted | N | ||
| 40564 | UnderlyingStreamLastRegularPeriodEndDateUnadjusted | N | ||
| 40565 | UnderlyingStreamCalculationFrequencyPeriod | N |
Conditionally required when UnderlyingStreamCalculationFrequencyUnit <40566> is specified. |
|
| 40566 | UnderlyingStreamCalculationFrequencyUnit | N |
Conditionally required when UnderlyingStreamCalculationFrequencyPeriod <40565> is specified. |
|
| 40567 | UnderlyingStreamCalculationRollConvention | N |
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. |
|
| 41959 | UnderlyingStreamCalculationBalanceOfFirstPeriod | N | ||
| 41960 | UnderlyingStreamCalculationCorrectionPeriod | N |
Conditionally required when UnderlyingStreamCalculationCorrectionUnit <41961> is specified. |
|
| 41961 | UnderlyingStreamCalculationCorrectionUnit | N |
Conditionally required when UnderlyingStreamCalculationCorrectionPeriod <41960> is specified. |
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